+10.4%
CP vs NVMI
-36.3%
+46.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.5% |
| 7D | +2.1% | +1.5% | +0.7% | +2.1% |
| 30D | +9.3% | -4.1% | +13.4% | +9.5% |
| 3M | +0.5% | -22.8% | +23.2% | +0.9% |
| 6M | +10.4% | -36.9% | +47.3% | +10.9% |
| All | +10.4% | -36.3% | +46.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling